At the bottom of the window, on the Data tab, select ODBC from the Database select option, and click the Select… button and select the DSN you created from above from the Data Sources select — you can click Test Connection to check that you have entered the correct details

Click OK

This will open the Create Select Statement window:

the Data source should be set to your DSN, and the Database select should be populated with your the databases

Select the relevant database; the Database Tables and Fields boxes will be populated, and a SQL SELECT statement will be visible at the bottom in the Script tab

Click OK, and new lines will be added to the script window which define a connection string and a SQL statement

Click Save and OK

Select File >> Reload, and a Script Execution Progress window will pop-up and you will see the script connect to and query the database using your DSN connection